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Citations for "Equity and Time to Sale in the Real Estate Market"

by David Genesove & Christopher J. Mayer

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  1. Giovanni Dell'Ariccia & Luc Laeven & Deniz Igan, 2008. "Credit Booms and Lending Standards," IMF Working Papers 08/106, International Monetary Fund.
  2. Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers, Financial Markets Group dp375, Financial Markets Group.
  3. Frédéric Teulon, 2014. "Les bulles spéculatives et le marché de l’immobilier," Working Papers, Department of Research, Ipag Business School 2014-418, Department of Research, Ipag Business School.
  4. Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 36(3), pages 265-287, April.
  5. Yuliya Demyanyk & Otto Van Hemert, 2008. "Understanding the subprime mortgage crisis," Proceedings, Federal Reserve Bank of Chicago 1092, Federal Reserve Bank of Chicago.
  6. Wayne Archer & David Ling & Brent C Smith, 2010. "Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 40(1), pages 41-61, January.
  7. Genesove, David & Han, Lu, 2012. "Search and matching in the housing market," Journal of Urban Economics, Elsevier, vol. 72(1), pages 31-45.
  8. Marco Hoeberichts & Maarten van Rooij & Arjen Siegmann, 2008. "Market Thinness, List Price Revisions and Time to Sell: Evidence from a large-scale housing dataset," DNB Working Papers, Netherlands Central Bank, Research Department 176, Netherlands Central Bank, Research Department.
  9. Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports, Federal Reserve Bank of New York 218, Federal Reserve Bank of New York.
  10. Sing, Tien-Foo & Tsai, I-Chun & Chen, Ming-Chi, 2006. "Price dynamics in public and private housing markets in Singapore," Journal of Housing Economics, Elsevier, Elsevier, vol. 15(4), pages 305-320, December.
  11. Todd Sinai & Nicholas S. Souleles, 2005. "Owner-Occupied Housing as a Hedge Against Rent Risk," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 120(2), pages 763-789, May.
  12. Henley, A, . "Residential Mobility, Housing Wealth and the Labour Market," Discussion Papers, Department of Economics, University of Wales, Aberystwyth 9615, Department of Economics, University of Wales, Aberystwyth.
  13. Hu, Xiaoqing, 2005. "Portfolio choices for homeowners," Journal of Urban Economics, Elsevier, vol. 58(1), pages 114-136, July.
  14. Winston T.H. Koh & Edward H.K. Ng, 2005. "Investing in Real Estate : Mortgage Financing Practices and Optimal Holding Period," Finance Working Papers 22457, East Asian Bureau of Economic Research.
  15. Robert J. Shiller & Allan N. Weiss, 1998. "Moral Hazard in Home Equity Conversion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1177, Cowles Foundation for Research in Economics, Yale University.
  16. Dell’Ariccia, G. & Igan, D. & Laeven, L., 2009. "Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market," Discussion Paper, Tilburg University, Center for Economic Research 2009-46 S, Tilburg University, Center for Economic Research.
  17. An, Zhiyong & Cheng, Ping & Lin, Zhenguo & Liu, Yingchun, 2013. "How do market conditions impact price-TOM relationship? Evidence from real estate owned (REO) sales," Journal of Housing Economics, Elsevier, Elsevier, vol. 22(3), pages 250-263.
  18. Chris Downing & Richard Stanton & Nancy Wallace, 2003. "An empirical test of a two-factor mortgage valuation model: how much do house prices matter?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2003-42, Board of Governors of the Federal Reserve System (U.S.).
  19. Joe Peek & Eric S. Rosengren, 1997. "Collateral damage: effects of the Japanese real estate collapse on credit availability and real activity in the United States," Working Papers, Federal Reserve Bank of Boston 97-5, Federal Reserve Bank of Boston.
  20. François Ortalo-Magné & Antonio Merlo, 2002. "Bargaining over Residential Real Estate: Evidence from England," Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research 02-02, University of Wisconsin Center for Urban Land Economic Research.
  21. Joseph Nichols, 2004. "A Life-cycle Model with Housing, Portfolio Allocation, and Mortgage Financing," Econometric Society 2004 North American Winter Meetings, Econometric Society 205, Econometric Society.
  22. Robert J. Shiller, 2008. "Derivatives Markets for Home Prices," NBER Working Papers 13962, National Bureau of Economic Research, Inc.
  23. Genesove, David & Mayer, Christopher, 2001. "Loss Aversion and Seller Behaviour: Evidence from the Housing Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2813, C.E.P.R. Discussion Papers.
  24. J’Noel Gardiner & Jeffrey Heisler & Jarl Kallberg & Crocker Liu, 2007. "The Impact of Dual Agency," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 35(1), pages 39-55, July.
  25. Wenli Li & Fang Yang, 2010. "American dream or American obsession? The economic benefits and costs of homeownership," Business Review, Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia, issue Q3, pages 20-30.
  26. Karl E. Case & Christopher J. Mayer, 1995. "Housing Price Dynamics Within a Metropolitan Area," NBER Working Papers 5182, National Bureau of Economic Research, Inc.
  27. David Albouy & Andrew Hanson, 2013. "Are Houses Too Big or In the Wrong Place? Tax Benefits to Housing and Inefficiencies in Location and Consumption," NBER Chapters, in: Tax Policy and the Economy, Volume 28 National Bureau of Economic Research, Inc.
  28. Dietz, Robert D. & Haurin, Donald R., 2003. "The social and private micro-level consequences of homeownership," Journal of Urban Economics, Elsevier, vol. 54(3), pages 401-450, November.
  29. Roland Füss & Felix Schindler, 2011. "Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed‐Asset‐Portfolio," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 12(2), pages 170-191, 05.
  30. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp160, International Center for Financial Asset Management and Engineering.
  31. Belen Jerez & Antonia Diaz, 2009. "House Prices, Sales and Time on the Market: A Search-Theoretic Framework," 2009 Meeting Papers, Society for Economic Dynamics 1006, Society for Economic Dynamics.
  32. Engelhardt, Gary V., 2003. "Nominal loss aversion, housing equity constraints, and household mobility: evidence from the United States," Journal of Urban Economics, Elsevier, vol. 53(1), pages 171-195, January.
  33. Alan Beggs & Kathryn Graddy, 2008. "Failure to meet the reserve price: the impact on returns to art," Journal of Cultural Economics, Springer, Springer, vol. 32(4), pages 301-320, December.
  34. Simon Loertscher & Andras Niedermayer, 2012. "Assessing the Performance of Simple Contracts Empirically:The Case of Percentage Fees," Department of Economics - Working Papers Series, The University of Melbourne 1163, The University of Melbourne.
  35. Eric S. Rosengren & Joe Peek, 2000. "Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States," American Economic Review, American Economic Association, American Economic Association, vol. 90(1), pages 30-45, March.
  36. Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 38(3), pages 254-274, April.
  37. Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu, 2014. "Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI," Economics working papers, Vancouver School of Economics erwin_diewert-2014-17, Vancouver School of Economics, revised 27 Mar 2014.
  38. Zheng Song & Giovanni Favara, 2009. "House Price Dynamics with Heterogeneous Expectations," 2009 Meeting Papers, Society for Economic Dynamics 775, Society for Economic Dynamics.
  39. Paul Carrillo, 2013. "Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 47(1), pages 36-64, July.
  40. Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim, 2009. "Housing Market Microstructure," Papers 0907.1853, arXiv.org.
  41. Geoffrey Turnbull & Jonathan Dombrow, 2006. "Spatial Competition and Shopping Externalities: Evidence from the Housing Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 32(4), pages 391-408, June.
  42. Elliot Anenberg, 2012. "Information frictions and housing market dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-48, Board of Governors of the Federal Reserve System (U.S.).
  43. John Y. Campbell & Stefano Giglio & Parag Pathak, 2009. "Forced Sales and House Prices," NBER Working Papers 14866, National Bureau of Economic Research, Inc.
  44. Siu Wong & C. Yiu & K. Chau, 2012. "Liquidity and Information Asymmetry in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(1), pages 49-62, June.
  45. Velma Zahirovic-Herbert & Geoffrey Turnbull, 2008. "School Quality, House Prices and Liquidity," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 37(2), pages 113-130, August.
  46. Miki Seko & Kazuto Sumita & Michio Naoi, 2012. "Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 45(1), pages 63-87, June.
  47. de Wit, Erik & van der Klaauw, Bas, 2010. "Asymmetric Information and List Price Reductions in the Housing Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7799, C.E.P.R. Discussion Papers.
  48. Manuel Adelino & Antoinette Schoar & Felipe Severino, 2012. "Credit Supply and House Prices: Evidence from Mortgage Market Segmentation," NBER Working Papers 17832, National Bureau of Economic Research, Inc.
  49. Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 40(1), pages 14-40, January.
  50. Ping Cheng & Zhenguo Lin & Yingchun Liu, 2010. "Home Price, Time-on-Market, and Seller Heterogeneity Under Changing Market Conditions," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 41(3), pages 272-293, October.
  51. Chan, Sewin, 2001. "Spatial Lock-in: Do Falling House Prices Constrain Residential Mobility?," Journal of Urban Economics, Elsevier, vol. 49(3), pages 567-586, May.
  52. Jonathan McCarthy & Richard W. Peach, 2002. "Monetary policy transmission to residential investment," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 139-158.
  53. Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent, 2012. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real-Estate Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2012-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  54. Diego A. Salzman & Remco C.J. Zwinkels, 2013. "Behavioural Real Estate," Tinbergen Institute Discussion Papers 13-088/IV/DSF57, Tinbergen Institute.
  55. Fernando Ferreira & Joseph Gyourko & Joseph Tracy, 2008. "Housing busts and household mobility," Staff Reports, Federal Reserve Bank of New York 350, Federal Reserve Bank of New York.
  56. Stanley McGreal & Alastair Adair & Louise Brown & James R. Webb, 2009. "Pricing and Time on the Market for Residential Properties in a Major U.K. City," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 31(2), pages 209-234.
  57. Gary Engelhardt, 2001. "Nominal Loss Aversion, Housing Equity Constraints, and Household Mobility: Evidence from the United States," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 42, Center for Policy Research, Maxwell School, Syracuse University.
  58. Krainer, John, 2001. "A Theory of Liquidity in Residential Real Estate Markets," Journal of Urban Economics, Elsevier, vol. 49(1), pages 32-53, January.
  59. Anthony Pennington-Cross, 2004. "The value of foreclosed property," Working Papers, Federal Reserve Bank of St. Louis 2004-022, Federal Reserve Bank of St. Louis.
  60. Jonathan Halket & Michael Amior, 2012. "Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities," Economics Discussion Papers, University of Essex, Department of Economics 718, University of Essex, Department of Economics.
  61. Charles Ka Yui Leung & Chung-Yi Tse, 2012. "Flippers in Housing Market Search," 2012 Meeting Papers, Society for Economic Dynamics 434, Society for Economic Dynamics.
  62. Li Gan & Qinghua Zhang, 2006. "The Thick Market Effect on Housing Markets Transactions," NBER Working Papers 12134, National Bureau of Economic Research, Inc.
  63. Luci Ellis & Jeremy Lawson & Laura Roberts-Thomson, 2003. "Housing Leverage in Australia," RBA Research Discussion Papers, Reserve Bank of Australia rdp2003-09, Reserve Bank of Australia.
  64. Stuart J. Fowler & Jennifer J. Wilgus, 2011. "An Estimatable DCDP Model of Search and Matching in Real Estate Markets," Working Papers, Middle Tennessee State University, Department of Economics and Finance 201105, Middle Tennessee State University, Department of Economics and Finance.
  65. Michel Glower & Donald R. Haurin & Patric H. Hendershott, 1995. "Selling Price and Selling Time: The Impact of Seller Motivation," NBER Working Papers 5071, National Bureau of Economic Research, Inc.
  66. Ben-David, Itzhak, 2011. "High Leverage and Willingness to Pay: Evidence from the Residential Housing Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  67. Vrinda Kadiyali & Jeffrey T. Prince & Daniel H. Simon, 2009. "Is Dual Agency in Real Estate Transactions a Cause for Concern?," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy 2010-12, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  68. Downing, Chris & Stanton, Richard & Wallace, Nancy E., 2003. "An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley qt2qb613r5, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  69. repec:ebl:ecbull:v:7:y:2008:i:4:p:1-9 is not listed on IDEAS
  70. Martijn I. Dröes & W.H.J. Hassink, 2009. "Sale price expectations and mortgage commitment: inaccuracy versus price setting behaviour," Working Papers, Utrecht School of Economics 09-24, Utrecht School of Economics.
  71. Chan, Sewin, 1996. "Residential mobility and mortgages," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 26(3-4), pages 287-311, June.
  72. İnaltekin, Hazer & Jarrow, Robert A. & Sağlam, Mehmet & Yıldırım, Yıldıray, 2011. "Housing prices and the optimal time-on-the-market decision," Finance Research Letters, Elsevier, Elsevier, vol. 8(4), pages 171-179.
  73. Atif Mian & Amir Sufi, 2008. "The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis," NBER Working Papers 13936, National Bureau of Economic Research, Inc.
  74. Maureen Kilkenny, 2010. "Urban/Regional Economics And Rural Development," Journal of Regional Science, Wiley Blackwell, Wiley Blackwell, vol. 50(1), pages 449-470.
  75. Modestino, Alicia Sasser & Dennett, Julia, 2013. "Are American homeowners locked into their houses? The impact of housing market conditions on state-to-state migration," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 43(2), pages 322-337.
  76. Deo Bardhan, Ashok & Datta, Rajarshi & Edelstein, Robert H. & Sau Kim, Lum, 2003. "A tale of two sectors: Upward mobility and the private housing market in Singapore," Journal of Housing Economics, Elsevier, Elsevier, vol. 12(2), pages 83-105, June.
  77. Simon Loertscher & Andras Niedermayer, 2008. "Fee Setting Intermediaries: On Real Estate Agents, Stock Brokers, and Auction Houses," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1472, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  78. Sewin Chan, 1995. "Residential Mobility and Mortgages," NBER Working Papers 5181, National Bureau of Economic Research, Inc.
  79. Einiö, Mikko & Kaustia, Markku & Puttonen, Vesa, 2008. "Price setting and the reluctance to realize losses in apartment markets," Journal of Economic Psychology, Elsevier, Elsevier, vol. 29(1), pages 19-34, February.
  80. Carrillo, Paul E. & Pope, Jaren C., 2012. "Are homes hot or cold potatoes? The distribution of marketing time in the housing market," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 42(1-2), pages 189-197.
  81. David Albouy & Andrew Hanson, 2014. "Tax Benefits to Housing and Inefficiencies in Location and Consumption," NBER Working Papers 19815, National Bureau of Economic Research, Inc.
  82. Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 39(3), pages 316-335, October.
  83. Simon Gilchrist, 2002. "Houses as collateral: has the link between house prices and consumption in the U.K. changed? commentary," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue May, pages 179-182.
  84. Antonio Merlo & François Ortalo-Magné, 2002. "Bargaining over Residential Real Estate: Evidence from England (Third Version)," PIER Working Paper Archive 04-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2002.
  85. Charles Ka Yui Leung & Youngman Chun Fai Leong & Ida Yin Sze Chan, 2002. "TOM: Why Isn’t Price Enough?," International Real Estate Review, Asian Real Estate Society, Asian Real Estate Society, vol. 5(1), pages 91-115.
  86. Jim Clayton & Greg MacKinnon & Liang Peng, 2008. "Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 30(2), pages 125-160.
  87. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 33(1), pages 5-18, August.
  88. Steven D. Levitt & Chad Syverson, 2008. "Market Distortions When Agents Are Better Informed: The Value of Information in Real Estate Transactions," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 599-611, November.
  89. John Krainer & Mark Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series, Federal Reserve Bank of San Francisco 2004-16, Federal Reserve Bank of San Francisco.
  90. Oikarinen, Elias, 2012. "Empirical evidence on the reaction speeds of housing prices and sales to demand shocks," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(1), pages 41-54.
  91. Haurin, Donald & McGreal, Stanley & Adair, Alastair & Brown, Louise & Webb, James R., 2013. "List price and sales prices of residential properties during booms and busts," Journal of Housing Economics, Elsevier, Elsevier, vol. 22(1), pages 1-10.
  92. Esther Martínez-García & Josep María Raya, 2009. "Determinantes de la demanda temporal de turismo: una aproximación microeconómica con un modelo de duración," Investigaciones Economicas, Fundación SEPI, Fundación SEPI, vol. 33(2), pages 271-302, May.
  93. Christopher J. Mayer & C. Tsuriel Somerville, 1996. "Unifying empirical and theoretical models of housing supply," Working Papers, Federal Reserve Bank of Boston 96-12, Federal Reserve Bank of Boston.
  94. Vrinda Kadiyali & Jeffrey Prince & Daniel Simon, 2014. "Is Dual Agency in Real Estate a Cause for Concern?," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 48(1), pages 164-195, January.
  95. Lynn M. Fisher & Lauren Lambie-Hanson & Paul S. Willen, 2013. "The role of proximity in foreclosure externalities: evidence from condominiums," Public Policy Discussion Paper, Federal Reserve Bank of Boston 13-2, Federal Reserve Bank of Boston.
  96. Li Gan & Qinghua Zhang, 2013. "Market Thickness and the Impact of Unemployment on Housing Market Outcomes," NBER Working Papers 19564, National Bureau of Economic Research, Inc.
  97. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)," Discussion Papers in Economics, University of Munich, Department of Economics 494, University of Munich, Department of Economics.
  98. Daniel S. Hamermesh, 1999. "The Art of Labormetrics," NBER Working Papers 6927, National Bureau of Economic Research, Inc.
  99. Anenberg, Elliot, 2011. "Loss aversion, equity constraints and seller behavior in the real estate market," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 41(1), pages 67-76, January.
  100. Sichong Chen, 2008. "Exploring the driving force and price adjustment of the J-REIT market," Economics Bulletin, AccessEcon, vol. 7(4), pages 1-9.
  101. Paul E. Carrillo, 2009. "To Sell or Not to Sell: List Price, Transaction Price and Marketing Time in the Housing Market," Working Papers, The George Washington University, Institute for International Economic Policy 2010-23, The George Washington University, Institute for International Economic Policy.